+5.5%
SWKS vs PFGC
+84.2%
-78.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | 0.0% |
| 7D | -2.7% | +10.8% | -13.6% | -4.8% |
| 30D | +8.5% | +17.8% | -9.3% | +4.7% |
| 3M | +17.3% | -2.7% | +20.0% | +19.2% |
| 6M | +25.1% | +20.0% | +5.1% | +17.9% |
| YTD | +33.3% | +24.3% | +9.0% | +21.5% |
| 1Y | +22.9% | +13.2% | +9.7% | +17.6% |
| 3Y | +5.5% | +85.9% | -80.4% | -22.1% |
| All | +5.5% | +84.2% | -78.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling